OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
SMP.Classes.CMF_PRETRADE_LIMIT.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
30 
35 
36 
37 namespace OnixS {
38 namespace Mts {
39 namespace Cash {
40 namespace SDP {
41 
42 
43 
44 ///
45 class ONIXS_MTS_CASH_SDP_API CMF_PRETRADE_LIMIT : public Class
46 {
47 public:
49  {
50  }
51 
52  virtual ~CMF_PRETRADE_LIMIT() {}
53 
54  /// Class id
55  virtual ClassId::Enum id() const
56  {
58  }
59 
60 
61  /// Unique ID of the tradable instrument
63 
64  /// Firm Quotes Quantity Limit
66 
67  /// FAS Orders Quantity Limit
69 
70  /// FAK/AON (FOK) Orders Quantity Limit
72 
73  /// RFQs Quantity Limit
75 
76  /// Mid Price FAS Orders Quantity Limit
78 
79  /// Mid Price AON (FOK) Orders Quantity Limit
81 
82  /// Last update date
84 
85  /// Last update time
87 
88  ///
89  size_t deserialize(const void* buf, size_t inLen);
90 
91  /// Provides string presentation
92  virtual std::string toString () const;
93 
94  ///
95  virtual size_t serializationBufSize() const { return 64; }
96 
97  ///
98  virtual CMF_PRETRADE_LIMIT* clone() const;
99 
100  virtual CMF_PRETRADE_LIMIT* clone(void*) const;
101 
102 private:
103  virtual size_t serialize(void* buf) const;
104 
105 };
106 
107 
108 }
109 }
110 }
111 }
virtual ClassId::Enum id() const
Class id.
Double mPFASOrdersCap
Mid Price FAS Orders Quantity Limit.
Double mPFOKOrdersCap
Mid Price AON (FOK) Orders Quantity Limit.
UInt32 instrumentId
Unique ID of the tradable instrument.
unsigned long long UInt64
Definition: Defines.h:47
Double fAKFOKOrdersCap
FAK/AON (FOK) Orders Quantity Limit.
unsigned int UInt32
Definition: Defines.h:46